Francisco Jareño

Prof. Francisco Jareño

Universidad de Castilla La-Mancha
orcid

Research Focus & Metrics

Academic Career Length

22Years (2005-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 October 2018 in Energy Economics
Verified
Journal Article
Closed access
Roman FerrerRoman Ferrer
Roman Ferrer
Syed Jawad Hussain ShahzadSyed Jawad Hussain Shahzad
Syed Jawad Hussain Shahzad
RLRaquel López
Raquel López
Francisco JareñoFrancisco Jareño
Francisco Jareño

1 August 2020 in Resources Policy
Verified
Journal Article
Closed access
Francisco JareñoFrancisco Jareño
Francisco Jareño
MARIA DE LA O GONZALEZMARIA DE LA O GONZALEZ
MARIA DE LA O GONZALEZ
MTMarta Tolentino
Marta Tolentino
KSKaren Sierra
Karen Sierra

1 July 2021 in Energy Economics
Verified
Journal Article
Closed access
ZUZaghum Umar
Zaghum Umar
Francisco JareñoFrancisco Jareño
Francisco Jareño
AEAna Escribano
Ana Escribano

14 July 2021 in Technological Forecasting and Social Change
Verified
Journal Article
Open access
Zaghum UmarZaghum Umar
Zaghum Umar
Francisco JareñoFrancisco Jareño
Francisco Jareño
MGMaría de la O González
María de la O González
This research explores the impact of COVID-19-related media coverage on the dynamic return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC), Ethereum (ETH) and Ripple (XRP)) and the fiat currencies of the euro, GBP and Chinese yuan. The sample period covers the first and second devasting waves of the COVID-19 pandemic crisis and ranges from January 1, 2020, to December 31, 2020. The dynamic return and volatility connectedness measures are estimated using the time varying parameter-VAR approach. Our return connectedness analysis shows that the media coverage index (only before the first wave) and the cryptocurrencies are the net transmitters of shocks while the fiat currencies are the net receivers of shocks. Similar results are obtained in terms of volatility, except for the euro, which shows a clear net receiver profile in January and February. This fiat currency (the euro) became a net transmitter in March and during the first wave of the COVID-19 crisis, which possibly shows the virulence of the pandemic on the European continent. Moreover, the most relevant differences between the net dynamic (return and volatility) connectedness of these two groups of currencies are focused on the beginning of the sample period, just before the first wave of the SARS-CoV-2 pandemic crisis, although some differences are observed during the first and second waves of the coronavirus outbreak.

1 May 2017 in International Review of Economics & Finance
Verified
Journal Article
Closed access
RJRania Jammazi
Rania Jammazi
Roman FerrerRoman Ferrer
Roman Ferrer
Francisco JareñoFrancisco Jareño
Francisco Jareño
Syed Jawad Hussain ShahzadSyed Jawad Hussain Shahzad
Syed Jawad Hussain Shahzad